Characteristics-based portfolio choice with leverage constraints
Manuel Ammann, Guillaume Coqueret, Jan-Philip Schade
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Ammann, Manuel ; Coqueret, Guillaume ; Schade, Jan-Philip |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 70.2016, p. 23-37
|
| Subject: | Portfolio choice | Leverage constraint | Characteristics-based investing | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Schätzung | Estimation | Welt | World | 1964-2013 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2016.04.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011635115